+1,350.3%
DUK vs COR
+17,211.5%
-15,861.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +0.7% | -1.9% | +2.6% | +1.0% |
| 30D | -2.0% | +1.5% | -3.6% | -2.3% |
| 3M | +0.2% | +18.7% | -18.5% | -2.5% |
| 6M | -6.9% | -9.0% | +2.1% | -5.9% |
| YTD | +6.1% | -3.3% | +9.4% | +6.0% |
| 1Y | +4.4% | +9.8% | -5.4% | +2.2% |
| 3Y | +49.1% | +87.4% | -38.2% | +33.9% |
| 5Y | +39.6% | +180.5% | -140.9% | +17.6% |
| 10Y | +125.1% | +398.1% | -273.0% | +71.4% |
| All | +1,350.3% | +17,211.5% | -15,861.1% | +676.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling